+141.9%
DKNG vs FAST
+265.8%
-123.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | 0.0% |
| 7D | -2.0% | -0.4% | -1.5% | -1.8% |
| 30D | -6.4% | -6.4% | 0.0% | -3.3% |
| 3M | -17.6% | +7.1% | -24.7% | -20.8% |
| 6M | -5.7% | +7.0% | -12.7% | -10.0% |
| YTD | -31.2% | +24.1% | -55.3% | -39.9% |
| 1Y | -48.1% | +4.4% | -52.4% | -50.3% |
| 3Y | -25.6% | +93.2% | -118.8% | -51.2% |
| 5Y | -62.0% | +106.4% | -168.4% | -75.8% |
| All | +141.9% | +265.8% | -123.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling